Support Board
Date/Time: Mon, 13 Jan 2025 06:05:54 +0000
Post From: DTC Protocol Server Compact Message Types only
| [2017-03-31 03:55:07] |
| Graham_PriceSquawk - Posts: 3 |
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When the DTC Protocol Server is enabled to relay market data, can the connected client expect to only receive compact market data messages e.g. MARKET_DATA_UPDATE_TRADE_COMPACT, MARKET_DATA_UPDATE_BID_ASK_COMPACT. As opposed to MARKET_DATA_UPDATE_TRADE/MARKET_DATA_UPDATE_TRADE_INT or MARKET_DATA_UPDATE_BID_ASK/MARKET_DATA_UPDATE_BID_ASK_INT messages? Or does it depend on the data provider. In my testing I am finding that whether it iQFeed, CQG or Sierra I can get away with just handling the compact messages. Cheers. Graham |